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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

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	param	t-stat
$ω$	0.0034	3.93
$α$	0.0193	16.12
$β$	0.9620	983.60
$γ$	0.0375	14.86

V-Lab

5Y US Treasury 5 Year Zero Coupon Yield Continuously Compounded GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:15.79% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other 5Y US Treasury 5 Year Zero Coupon Yield Continuously Compounded Analyses